你的问题看下面的书就知道了
1、下面的链接上面
http://www.pinggu.org/bbs/thread-300734-1-1.html
9、Woodridge的Econometric Analysis of Cross Section and Panel Data
15、CHENG HSIAO的Analysis of Panel Data
2、
http://www.pinggu.org/bbs/thread-752701-1-1.html
Econometric Analysis of Panel Data(Third edition),Badi H. Baltagi